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Published byRylee Hildebrand Modified over 9 years ago
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Figure 17.1. Payoff diagram for a forward contract, a plain vanilla call option, and a cash or nothng digital option
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Figure 17.2. Price of cash or nothing digital call as a function of time to maturity and price of the dollar
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Figure 17.3. Graph of down-and-out barrier call
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Figure 17.4. Binomial approach for barrier options
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Figure 17.5. Down-and-in call option
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Figure 17.6. Down-and-out put option
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Figure 17.7. Relation between barrier put price and time to maturity
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Figure 17.8. Payoffs of option on the average and European call option
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Figure 17.9. Option on the average and monitoring interval
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Figure 17.10. Exchange option, correlation, and volatility
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